2024-01-29T16:00:17-06:00 2023-09-30 346565596 ERNST & YOUNG US LLP 2100 ONE PPG PLACE PITTSBURGH PA 15222 990PF 2022-10-01 256024443 J B FINLEY CHARITABLE TRUST FINL 4122583051 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A TAX MANAGER 4122583051 2024-01-10 true true JASON BELOT P00183464 3302555814 2024-01-10 2022 2023-04-26 12:10:37Z X 2305248 X 92549 92549 -63207 2237886 0 0 871 30213 92549 28182 22546 5636 0 0 0 0 0 0 0 0 264 0 0 0 0 0 0 0 7397 7397 35843 22546 0 13033 122144 122144 157987 22546 0 135177 -127774 70003 0 29038 45528 45528 0 0 0 1492009 1423952 1246267 1191324 1091015 1013453 0 2712371 2560495 2305248 0 X 2712371 2560495 2712371 2560495 2712371 2560495 2712371 -127774 3494 2588091 27596 2560495 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-12 9405 9639 -234 -234 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-31 2022-10-12 4624 4892 -268 -268 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-04-13 2022-10-12 4624 4929 -305 -305 5000. WEC ENERGY GROUP INC CALL 08/27/2025 UNSC 2022-09-22 2022-10-14 4965 4996 -31 -31 10000. EVERSOURCE ENERGY CALL 06/01/2027 UNSC 2022-06-22 2022-10-19 9584 10001 -417 -417 10000. JPMORGAN CHASE & CO SR UNSEC 2018-11-28 2022-10-19 9810 10000 -190 -190 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-08 2022-10-19 13890 14911 -1021 -1021 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-19 4670 4819 -149 -149 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-10-20 9218 9866 -648 -648 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-20 4657 4819 -162 -162 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-20 13973 14458 -485 -485 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-05-16 2022-10-25 8031 10921 -2890 -2890 5000. UNITEDHEALTH GROUP INC CALL 11/15/2049 UNSC 2020-05-13 2022-10-25 3098 4859 -1761 -1761 5000. KEYCORP SER MTN CALL 06/01/2032 2022-05-16 2022-10-26 4542 5000 -458 -458 15000. NEXTERA ENERGY CAPITAL UNSC 2022-08-02 2022-10-26 14731 15033 -302 -302 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-05-27 2022-10-26 4020 4379 -359 -359 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-05-27 2022-10-26 4020 4379 -359 -359 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-27 9389 9639 -250 -250 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-30 2022-10-27 4718 4816 -98 -98 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-10-26 2022-10-27 14196 14157 39 39 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-05-16 2022-10-28 8190 10517 -2327 -2327 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-10-28 9400 9635 -235 -235 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-31 2022-10-28 9231 9773 -542 -542 13.7 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-10-31 14 15 -1 -1 85.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2022-10-31 86 89 -3 -3 25.69 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-10-31 26 27 -1 -1 84.8 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2022-10-31 85 89 -4 -4 241.03 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-10-31 241 251 -10 -10 198.41 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-10-31 198 193 5 5 119.42 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-10-31 119 120 -1 -1 75.85 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-10-31 76 75 1 1 360.88 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2022-10-31 361 368 -7 -7 89.55 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-10-31 90 88 2 2 57.65 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-10-31 58 60 -2 -2 61.91 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2022-10-31 62 64 -2 -2 62.45 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-10-31 62 64 -2 -2 29.16 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2022-10-31 29 30 -1 -1 19.57 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2022-10-31 20 21 -1 -1 65.82 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2022-10-31 66 68 -2 -2 88.97 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2022-10-31 89 91 -2 -2 17.25 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-10-31 17 18 -1 -1 26.65 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-10-31 27 27 25.48 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-10-31 25 26 -1 -1 76.86 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2022-10-31 77 79 -2 -2 62.46 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-10-31 62 66 -4 -4 154.15 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2022-10-31 154 155 -1 -1 57.03 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2022-10-31 57 57 39.41 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-10-31 39 40 -1 -1 50.58 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2022-10-31 51 50 1 1 105.72 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2022-10-31 106 112 -6 -6 337.03 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-10-31 337 321 16 16 251.61 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-10-31 252 257 -5 -5 100.42 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-10-31 100 104 -4 -4 211.55 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-10-31 212 206 6 6 162.95 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2022-10-31 163 166 -3 -3 156.84 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-10-31 157 171 -14 -14 84.57 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-10-31 85 86 -1 -1 29.4 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-10-31 29 31 -2 -2 76.44 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-10-31 76 79 -3 -3 27.6 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2022-10-31 28 25 3 3 46.43 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-10-31 46 41 5 5 184.37 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-10-31 184 175 9 9 292.4 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-10-31 292 291 1 1 82.93 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2022-10-31 83 85 -2 -2 221.34 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-10-31 221 234 -13 -13 88.81 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-10-31 89 93 -4 -4 252.48 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-10-31 252 258 -6 -6 93.26 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-10-31 93 94 -1 -1 243.34 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-10-31 243 254 -11 -11 245.9 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-10-31 246 243 3 3 299.47 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-10-31 299 255 44 44 14.12 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2022-10-31 14 14 122.14 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2022-10-31 122 127 -5 -5 42.42 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-10-31 42 44 -2 -2 166.53 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-10-31 167 164 3 3 219.45 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2022-10-31 219 222 -3 -3 27.41 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2022-10-31 27 27 55.68 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2022-10-31 56 58 -2 -2 280.74 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2022-10-31 281 283 -2 -2 20.76 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2022-10-31 21 22 -1 -1 36.02 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2022-10-31 36 38 -2 -2 10.2 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2022-10-31 10 11 -1 -1 82.61 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2022-10-31 83 87 -4 -4 243.95 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-10-31 244 245 -1 -1 59.3 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-10-31 59 60 -1 -1 167.23 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-10-31 167 174 -7 -7 163.83 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-10-31 164 166 -2 -2 112.74 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-10-31 113 113 207.14 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-10-31 207 207 74.52 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2022-10-31 75 76 -1 -1 46.13 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-10-31 46 47 -1 -1 44.72 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2022-10-31 45 47 -2 -2 37.89 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-10-31 38 41 -3 -3 32.98 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2022-10-31 33 35 -2 -2 230.04 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-10-31 230 240 -10 -10 170.1 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2022-10-31 170 185 -15 -15 10000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2021-02-16 2022-10-31 9725 10754 -1029 -1029 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-10-31 9315 9866 -551 -551 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-10-31 9317 9845 -528 -528 15000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK00 2022-02-15 2022-11-01 14406 14987 -581 -581 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-11-01 4651 4897 -246 -246 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-06-13 2022-11-01 14054 14319 -265 -265 10000. DOLLAR TREE INC CALL 03/15/2025 UNSC 2022-03-03 2022-11-02 9693 10326 -633 -633 5000. SYSCO CORPORATION CALL 01/01/2030 COGT 2021-12-01 2022-11-02 5125 6125 -1000 -1000 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-02 2022-11-02 9207 9753 -546 -546 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-15 2022-11-04 4588 4872 -284 -284 15000. AUTOZONE INC CALL 01/15/2025 UNSC 2021-11-01 2022-11-07 14216 15619 -1403 -1403 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-11-07 9246 9794 -548 -548 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-28 2022-11-07 9331 9401 -70 -70 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-31 2022-11-07 4665 4691 -26 -26 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-02 2022-11-07 9330 9353 -23 -23 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-29 2022-11-07 4578 4814 -236 -236 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-11-08 4646 4897 -251 -251 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-14 2022-11-08 14031 14064 -33 -33 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-11-10 4720 4897 -177 -177 5000. GENERAL MOTORS FINL CO CALL 03/09/2027 UNSC 2022-06-06 2022-11-16 4888 4994 -106 -106 10000. JPMORGAN CHASE & CO CALL 07/25/2027 UNSC 2022-10-19 2022-11-16 9779 9404 375 375 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-07 2022-11-16 4736 4668 68 68 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-29 2022-11-16 4687 4814 -127 -127 10000. VERIZON COMMUNICATIONS SER WI CALL 09/03/2029 2022-05-04 2022-11-16 9402 9746 -344 -344 5000. VERIZON COMMUNICATIONS SER WI CALL 09/03/2029 2022-11-02 2022-11-16 4701 4534 167 167 5000. WELLS FARGO & COMPANY SER MTN CALL 07/25/2027 2022-07-18 2022-11-16 4870 5000 -130 -130 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-07 2022-11-17 4725 4668 57 57 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-01 2022-11-17 14177 14134 43 43 10000. CROWN CASTLE INTL CORP CALL 04/01/2030 UNSC 2022-03-02 2022-11-18 8682 9911 -1229 -1229 15000. FIFTH THIRD BANCORP CALL 12/25/2023 UNSC 2022-03-23 2022-11-18 14745 15134 -389 -389 10000. PIONEER NATURAL RESOURCE UNSC 2021-05-10 2022-11-18 9788 9999 -211 -211 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2022-11-18 2022-11-18 9685 9688 -3 -3 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-08-23 2022-11-18 9264 9844 -580 -580 15000. BANK OF NOVA SCOTIA SEDOL BL53W26 ISIN US06417XAH44 2022-04-05 2022-11-21 14432 14991 -559 -559 5000. PEPSICO INC CALL 01/18/2052 UNSC 2022-07-14 2022-11-21 4607 4994 -387 -387 5000. AMERICAN TOWER CORP CALL 03/15/2030 UNSC 2020-06-01 2022-11-22 3993 4971 -978 -978 5000. CITIGROUP INC SUB 2020-07-15 2022-11-28 5071 5516 -445 -445 5000. GOLDMAN SACHS GROUP INC CALL 10/21/2026 UNSC 2022-07-27 2022-11-28 4363 4514 -151 -151 15000. GOLDMAN SACHS GROUP INC UNSC 2022-10-27 2022-11-28 15148 14992 156 156 10000. REALTY INCOME CORP CALL 03/01/2026 UNSC 2022-11-01 2022-11-28 10043 9736 307 307 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-28 2022-11-28 9452 9461 -9 -9 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-21 2022-11-28 18916 18874 42 42 5000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-11-18 2022-11-29 4924 4923 1 1 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-28 2022-11-29 14176 14183 -7 -7 5000. DUKE ENERGY PROGRESS LLC SER 10YR CALL 0 2020-04-08 2022-11-30 4703 5301 -598 -598 39.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-11-30 40 42 -2 -2 89.67 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2022-11-30 90 93 -3 -3 41.58 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-11-30 42 43 -1 -1 311.01 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2022-11-30 311 326 -15 -15 207.1 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-11-30 207 216 -9 -9 78.06 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-11-30 78 76 2 2 149.71 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-11-30 150 150 138.29 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-11-30 138 137 1 1 139.84 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2022-11-30 140 141 -1 -1 109.97 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2022-11-30 110 112 -2 -2 99.19 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-11-30 99 97 2 2 144.85 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2022-11-30 145 146 -1 -1 53.9 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-11-30 54 56 -2 -2 53.98 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2022-11-30 54 56 -2 -2 52.92 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-11-30 53 54 -1 -1 33.2 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2022-11-30 33 34 -1 -1 79.12 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2022-11-30 79 84 -5 -5 233.57 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2022-11-30 234 241 -7 -7 75.99 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2022-11-30 76 78 -2 -2 17.14 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-11-30 17 18 -1 -1 31.22 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-11-30 31 32 -1 -1 25.36 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-11-30 25 26 -1 -1 54.7 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2022-11-30 55 56 -1 -1 110.05 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-11-30 110 116 -6 -6 107.74 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2022-11-30 108 108 51.86 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2022-11-30 52 52 39.98 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-11-30 40 40 51.08 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2022-11-30 51 50 1 1 34.34 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2022-11-30 34 36 -2 -2 226.63 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-11-30 227 216 11 11 244.49 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-11-30 244 249 -5 -5 153.36 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-11-30 153 159 -6 -6 126.26 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-11-30 126 123 3 3 30.6 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2022-11-30 31 31 97.4 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-11-30 97 106 -9 -9 111.46 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-11-30 111 113 -2 -2 29.63 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-11-30 30 31 -1 -1 39.59 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-11-30 40 41 -1 -1 152.69 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2022-11-30 153 138 15 15 38.7 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-11-30 39 34 5 5 178.54 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-11-30 179 170 9 9 260.15 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-11-30 260 259 1 1 70.95 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2022-11-30 71 73 -2 -2 189.86 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-11-30 190 200 -10 -10 89.64 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-11-30 90 94 -4 -4 239.82 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-11-30 240 245 -5 -5 86.14 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-11-30 86 86 245.83 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-11-30 246 257 -11 -11 145.79 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-11-30 146 144 2 2 158.71 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-11-30 159 135 24 24 15.57 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2022-11-30 16 15 1 1 13.97 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2022-11-30 14 15 -1 -1 17.7 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-11-30 18 18 104.81 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-11-30 105 103 2 2 127.4 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2022-11-30 127 129 -2 -2 61.08 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2022-11-30 61 60 1 1 56.05 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2022-11-30 56 58 -2 -2 257.38 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2022-11-30 257 259 -2 -2 16.61 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2022-11-30 17 17 50.56 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2022-11-30 51 53 -2 -2 10.6 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2022-11-30 11 11 20.69 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2022-11-30 21 22 -1 -1 235.28 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-11-30 235 236 -1 -1 62. FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-11-30 62 62 175.79 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-11-30 176 183 -7 -7 126.44 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-11-30 126 128 -2 -2 77.81 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-11-30 78 78 176.5 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-11-30 177 176 1 1 54.32 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2022-11-30 54 55 -1 -1 47. FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-11-30 47 48 -1 -1 30.83 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2022-11-30 31 32 -1 -1 19.28 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-11-30 19 21 -2 -2 35.58 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2022-11-30 36 38 -2 -2 177.86 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-11-30 178 186 -8 -8 37.41 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2022-11-30 37 41 -4 -4 5000. MIDAMERICAN ENERGY CO CALL 02/01/2048 MORT 2018-01-29 2022-11-30 3907 4956 -1049 -1049 10000. PARKER-HANNIFIN CORP UNSC 2022-06-06 2022-11-30 9754 9993 -239 -239 15000. ROYAL BANK OF CANADA SEDOL 2KKDTK0 ISIN US78016FZR80 2022-10-20 2022-11-30 15137 15000 137 137 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-30 2022-11-30 18965 18884 81 81 15000. VMWARE INC CALL 04/15/2025 UNSC 2022-05-26 2022-11-30 14778 15280 -502 -502 10000. ENERGY TRANSFER OPERATNG COGT 2020-01-08 2022-12-05 10019 10813 -794 -794 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-06 2022-12-05 4743 4746 -3 -3 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-29 2022-12-05 4691 4814 -123 -123 10000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR469 2022-03-30 2022-12-06 9636 9995 -359 -359 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-12-06 4775 4897 -122 -122 5000. ENERGY TRANSFER OPERATNG COGT 2020-01-08 2022-12-07 5023 5406 -383 -383 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-30 2022-12-13 19066 18902 164 164 5000. DOW CHEMICAL CO/THE CALL 04/01/2044 @ 100.000 UNSC 2020-08-17 2022-12-15 4412 5769 -1357 -1357 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-08-23 2022-12-15 9543 9476 67 67 5000. TRUIST FINANCIAL CORP SER MTN CALL 10/28/2032 2022-10-26 2022-12-16 5423 5008 415 415 15.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-12-31 16 17 -1 -1 80.9 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2022-12-31 81 83 -2 -2 23.95 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-12-31 24 25 -1 -1 88.42 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2022-12-31 88 93 -5 -5 253.93 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-12-31 254 265 -11 -11 100.17 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-12-31 100 98 2 2 109.39 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-12-31 109 110 -1 -1 96.4 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-12-31 96 96 102.96 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2022-12-31 103 104 -1 -1 209.31 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2022-12-31 209 213 -4 -4 90.58 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-12-31 91 89 2 2 162.38 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2022-12-31 162 164 -2 -2 81.76 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-12-31 82 85 -3 -3 27.86 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2022-12-31 28 29 -1 -1 51.81 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-12-31 52 53 -1 -1 10.2 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2022-12-31 10 11 -1 -1 19.38 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2022-12-31 19 21 -2 -2 275.75 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2022-12-31 276 284 -8 -8 69.75 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2022-12-31 70 72 -2 -2 18.09 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-12-31 18 19 -1 -1 19.33 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-12-31 19 20 -1 -1 25.56 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-12-31 26 27 -1 -1 98.57 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2022-12-31 99 101 -2 -2 8.45 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-12-31 8 9 -1 -1 109.51 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2022-12-31 110 110 45.57 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2022-12-31 46 46 42.13 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-12-31 42 42 68.96 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2022-12-31 69 68 1 1 35.55 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2022-12-31 36 38 -2 -2 222.7 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-12-31 223 212 11 11 335.89 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-12-31 336 343 -7 -7 96.3 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-12-31 96 100 -4 -4 132.25 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-12-31 132 129 3 3 298.27 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2022-12-31 298 303 -5 -5 185.42 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-12-31 185 202 -17 -17 61.59 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-12-31 62 63 -1 -1 77.66 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-12-31 78 82 -4 -4 30.54 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-12-31 31 32 -1 -1 107.99 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2022-12-31 108 98 10 10 85.33 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-12-31 85 76 9 9 181.12 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-12-31 181 172 9 9 107.36 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-12-31 107 107 69.94 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2022-12-31 70 71 -1 -1 257.64 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-12-31 258 272 -14 -14 74.5 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-12-31 75 78 -3 -3 227.13 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-12-31 227 232 -5 -5 74.93 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-12-31 75 75 197.6 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-12-31 198 207 -9 -9 74.86 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-12-31 75 74 1 1 138.09 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-12-31 138 117 21 21 14.12 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2022-12-31 14 14 12.27 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2022-12-31 12 13 -1 -1 16.33 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-12-31 16 17 -1 -1 68.37 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-12-31 68 68 30.31 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2022-12-31 30 31 -1 -1 41.83 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2022-12-31 42 41 1 1 31.44 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2022-12-31 31 33 -2 -2 61.85 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2022-12-31 62 62 21.86 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2022-12-31 22 23 -1 -1 100.35 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2022-12-31 100 105 -5 -5 11.01 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2022-12-31 11 11 47.51 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2022-12-31 48 50 -2 -2 230.16 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-12-31 230 231 -1 -1 49.91 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-12-31 50 50 158.4 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-12-31 158 165 -7 -7 84.55 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-12-31 85 86 -1 -1 104.53 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-12-31 105 105 164.2 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-12-31 164 164 330.66 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2022-12-31 331 338 -7 -7 43.56 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-12-31 44 44 50.03 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2022-12-31 50 52 -2 -2 10.94 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-12-31 11 12 -1 -1 22.17 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2022-12-31 22 24 -2 -2 171.77 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-12-31 172 179 -7 -7 43.27 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2022-12-31 43 47 -4 -4 15000. BANK OF NOVA SCOTIA SEDOL ISIN US06417XAL55 2022-11-30 2023-01-03 15046 14986 60 60 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-03 2023-01-03 14232 14225 7 7 10000. AMERICAN EXPRESS CO CALL 10/05/2027 UNSC 2022-10-31 2023-01-05 10399 9993 406 406 10000. PUBLIC SERVICE ENTERPRIS CALL 10/15/2027 UNSC 2022-11-04 2023-01-05 10378 9997 381 381 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-10 2023-01-05 14036 14408 -372 -372 5000. FOX CORP SER WI CALL 10/25/2028 2022-11-10 2023-01-06 4924 4733 191 191 10000. FOX CORP SER WI CALL 10/25/2028 2021-02-09 2023-01-06 9849 11523 -1674 -1674 25000. FORD CREDIT AUTO OWNER TRUST SERIES 2022 D CLASS A3 2022-11-17 2023-01-09 25361 25000 361 361 5000. GENERAL MILLS INC CALL 11/18/2023 UNSC 2022-11-16 2023-01-09 5014 5000 14 14 5000. STATE STREET CORP CALL 11/04/2027 UNSC 2022-11-01 2023-01-09 5246 5000 246 246 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-11-16 2023-01-09 9287 9152 135 135 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-31 2023-01-09 9454 9905 -451 -451 15000. CONSOLIDATED EDISON INC SER A CALL 12/01/2021 2020-11-30 2023-01-10 14433 14997 -564 -564 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-29 2023-01-10 14298 14250 48 48 10000. MORGAN STANLEY SR UNSEC CALL 05/30/2024 @ 100 2021-05-26 2023-01-17 9367 10000 -633 -633 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-05-16 2023-01-17 4458 5257 -799 -799 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-08 2023-01-17 9629 10014 -385 -385 15000. TAKE-TWO INTERACTIVE SOF UNSC 2022-04-07 2023-01-18 14712 14993 -281 -281 5000. TARGET CORP CALL 07/15/2051 UNSC 2022-01-19 2023-01-18 3779 4953 -1174 -1174 10000. AMERICAN ELECTRIC POWER CALL 10/01/2027 UNSC 2022-10-31 2023-01-19 10477 9974 503 503 15000. BOEING CO CALL 12/01/2028 UNSC 2021-01-15 2023-01-19 13759 15474 -1715 -1715 10000. CITIGROUP INC SR UNSEC 2017-01-04 2023-01-19 9589 10000 -411 -411 5000. METLIFE INC JR SUB 2022-11-18 2023-01-19 5081 4737 344 344 15000. MORGAN STANLEY SER GMTN CALL 1/24/28 @ 100 2021-01-15 2023-01-19 14181 16572 -2391 -2391 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-09 2023-01-25 14297 14283 14 14 5000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2023-01-19 2023-01-26 4764 4796 -32 -32 7000. VALERO ENERGY CORP CALL 03/01/2028 UNSC 2019-03-21 2023-01-26 6918 7121 -203 -203 15000. ENBRIDGE INC SEDOL BF6DWS9 ISIN US29250NAF24 2021-10-25 2023-01-27 14886 15207 -321 -321 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-09 2023-01-30 14280 14277 3 3 19.64 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-01-31 20 21 -1 -1 113.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-01-31 113 117 -4 -4 23.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-01-31 24 25 -1 -1 99.16 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-01-31 99 104 -5 -5 239.61 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-01-31 240 250 -10 -10 168.99 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-01-31 169 165 4 4 93.59 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-01-31 94 94 89.94 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-01-31 90 89 1 1 117.54 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-01-31 118 118 107.41 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-01-31 107 110 -3 -3 57.81 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-01-31 58 57 1 1 37.76 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-01-31 38 38 108.43 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-01-31 108 113 -5 -5 65.25 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-01-31 65 67 -2 -2 54.47 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-01-31 54 56 -2 -2 10.34 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-01-31 10 11 -1 -1 19. FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-01-31 19 20 -1 -1 157.76 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-01-31 158 163 -5 -5 52.45 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-01-31 52 54 -2 -2 17.47 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-01-31 17 18 -1 -1 27.21 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-01-31 27 28 -1 -1 26.06 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-01-31 26 27 -1 -1 69.87 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-01-31 70 71 -1 -1 8. FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-01-31 8 8 84.28 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-01-31 84 84 29.24 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-01-31 29 29 37.95 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-01-31 38 38 41.45 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-01-31 41 41 206.3 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-01-31 206 218 -12 -12 128.87 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-01-31 129 123 6 6 126.46 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-01-31 126 129 -3 -3 100.62 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-01-31 101 104 -3 -3 188.66 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-01-31 189 184 5 5 31.55 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-01-31 32 32 4.48 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-01-31 4 5 -1 -1 83.09 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-01-31 83 85 -2 -2 29.99 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-01-31 30 32 -2 -2 52.65 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-01-31 53 54 -1 -1 124.62 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-01-31 125 113 12 12 45.88 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-01-31 46 41 5 5 178.53 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-01-31 179 170 9 9 73.61 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-01-31 74 73 1 1 62.35 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-01-31 62 64 -2 -2 199.75 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-01-31 200 211 -11 -11 105.05 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-01-31 105 111 -6 -6 251.55 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-01-31 252 257 -5 -5 59.85 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-01-31 60 60 148.78 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-01-31 149 155 -6 -6 142.92 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-01-31 143 141 2 2 97.06 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-01-31 97 83 14 14 14.19 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-01-31 14 14 10.32 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-01-31 10 11 -1 -1 17.27 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-01-31 17 18 -1 -1 109.04 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-01-31 109 108 1 1 29.81 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-01-31 30 30 13.59 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-01-31 14 13 1 1 54.06 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-01-31 54 56 -2 -2 46.2 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-01-31 46 46 16.97 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-01-31 17 18 -1 -1 21.97 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-01-31 22 23 -1 -1 22.71 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-01-31 23 23 16.42 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-01-31 16 17 -1 -1 187.32 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-01-31 187 188 -1 -1 45.47 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-01-31 45 46 -1 -1 168.29 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-01-31 168 175 -7 -7 151.44 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-01-31 151 154 -3 -3 90.07 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-01-31 90 90 110.06 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-01-31 110 110 56.5 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-01-31 57 58 -1 -1 37.62 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-01-31 38 38 75.43 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-01-31 75 79 -4 -4 18.3 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-01-31 18 20 -2 -2 23.17 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-01-31 23 25 -2 -2 171.78 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-01-31 172 179 -7 -7 32.63 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-01-31 33 35 -2 -2 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-10 2023-01-31 9524 9512 12 12 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2021-08-18 2023-02-02 4085 5539 -1454 -1454 10000. GOLDMAN SACHS GROUP INC CALL 08/23/2027 UNSC 2023-01-09 2023-02-03 9865 9662 203 203 10000. EBAY INC CALL 10/22/2025 UNSC 2022-11-07 2023-02-06 10282 10009 273 273 5000. ENTERPRISE PRODUCTS OPER CALL 08/15/2042 COGT 2020-07-27 2023-02-06 4554 5788 -1234 -1234 5000. MICRON TECHNOLOGY INC CALL 11/06/2028 UNSC 2022-03-03 2023-02-06 4948 5502 -554 -554 5000. SYSCO CORPORATION CALL 01/01/2030 COGT 2021-12-01 2023-02-06 5340 6087 -747 -747 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2023-02-06 4769 5008 -239 -239 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2023-02-06 4764 5008 -244 -244 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-18 2023-02-06 4768 4998 -230 -230 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-02-06 4768 4988 -220 -220 5000. XCEL ENERGY INC CALL 12/01/2029 UNSC 2022-06-07 2023-02-06 4569 4686 -117 -117 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2021-11-17 2023-02-07 4951 6348 -1397 -1397 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2021-05-11 2023-02-07 4951 6207 -1256 -1256 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-07 9505 9542 -37 -37 15000. AMERICAN TOWER CORP CALL 11/15/2025 @ 100.000 UNSC 2020-10-21 2023-02-08 14769 16285 -1516 -1516 15000. BANK OF AMERICA CORP SER MTN CALL 06/14/2028 @ 100 2021-06-07 2023-02-09 12972 15000 -2028 -2028 4850.382 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-02-09 4949 4885 64 64 5000. PUBLIC SERVICE COLORADO SER 39 CALL 12/01/2051 2022-05-10 2023-02-13 4634 4945 -311 -311 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2021-08-18 2023-02-13 3932 5538 -1606 -1606 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2019-06-27 2023-02-13 7864 10084 -2220 -2220 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-13 4744 4771 -27 -27 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-06 2023-02-13 4744 4754 -10 -10 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-06 2023-02-14 4737 4754 -17 -17 15000. CONSTELLATION BRANDS INC CALL 02/02/2024 UNSC 2023-01-30 2023-02-15 14895 14974 -79 -79 10000. HUNTINGTON BANCSHARES CALL 08/04/2027 UNSC 2022-08-01 2023-02-16 9642 10000 -358 -358 5000. INTERCONTINENTAL EXCHANGE CALL 12/15/2032 UNSC 2022-05-12 2023-02-16 4803 4997 -194 -194 15000. MPLX LP CALL 12/01/2026 UNSC 2020-01-10 2023-02-16 14342 15625 -1283 -1283 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-19 2023-02-16 9120 9394 -274 -274 10000. DOW CHEMICAL CO/THE CALL 12/15/2032 UNSC 2022-12-15 2023-02-17 10698 10773 -75 -75 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-10 2023-02-22 4733 4756 -23 -23 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-02-15 2023-02-22 9465 9464 1 1 5000. KROGER CO CALL 08/01/2046 UNSC 2017-06-28 2023-02-27 4172 4865 -693 -693 5000. UNION PACIFIC CORP CALL 11/15/2052 UNSC 2023-02-13 2023-02-27 4773 4993 -220 -220 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-05-16 2023-02-27 8502 10512 -2010 -2010 19.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-02-28 19 21 -2 -2 102.15 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-02-28 102 105 -3 -3 23.19 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-02-28 23 24 -1 -1 89.82 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-02-28 90 94 -4 -4 206.74 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-02-28 207 215 -8 -8 324.92 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-02-28 325 316 9 9 95.92 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-02-28 96 96 81.06 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-02-28 81 80 1 1 94.06 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-02-28 94 95 -1 -1 187.07 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-02-28 187 191 -4 -4 66.92 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-02-28 67 66 1 1 164.62 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-02-28 165 166 -1 -1 80.32 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-02-28 80 84 -4 -4 28.31 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-02-28 28 29 -1 -1 143.45 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-02-28 143 147 -4 -4 41.73 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-02-28 42 43 -1 -1 59.3 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-02-28 59 63 -4 -4 61.56 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-02-28 62 64 -2 -2 54.94 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-02-28 55 56 -1 -1 17.43 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-02-28 17 18 -1 -1 16.85 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-02-28 17 17 25.82 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-02-28 26 27 -1 -1 47.97 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-02-28 48 49 -1 -1 7.94 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-02-28 8 8 67.03 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-02-28 67 67 81.18 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-02-28 81 81 49.19 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-02-28 49 49 40.08 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-02-28 40 40 137.05 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-02-28 137 145 -8 -8 95.26 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-02-28 95 91 4 4 124.07 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-02-28 124 127 -3 -3 55.4 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-02-28 55 57 -2 -2 57.75 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-02-28 58 56 2 2 37.83 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-02-28 38 37 1 1 30.56 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-02-28 31 31 4.56 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-02-28 5 5 63.73 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-02-28 64 65 -1 -1 30.02 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-02-28 30 32 -2 -2 98.31 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-02-28 98 102 -4 -4 27.51 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-02-28 28 25 3 3 44.95 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-02-28 45 40 5 5 186.24 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-02-28 186 177 9 9 62.55 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-02-28 63 62 1 1 56.7 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-02-28 57 58 -1 -1 199.07 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-02-28 199 210 -11 -11 29.63 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-02-28 30 31 -1 -1 231.34 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-02-28 231 236 -5 -5 52.6 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-02-28 53 53 290.61 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-02-28 291 304 -13 -13 247.15 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-02-28 247 244 3 3 177.29 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-02-28 177 151 26 26 14.26 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-02-28 14 14 9.96 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-02-28 10 10 63.73 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-02-28 64 66 -2 -2 107.64 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-02-28 108 106 2 2 29.86 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-02-28 30 30 10.72 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-02-28 11 11 53.38 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-02-28 53 56 -3 -3 101.72 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-02-28 102 102 58.6 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-02-28 59 61 -2 -2 17.56 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-02-28 18 18 64.35 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-02-28 64 66 -2 -2 77.17 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-02-28 77 81 -4 -4 213.74 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-02-28 214 215 -1 -1 49.16 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-02-28 49 49 142.04 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-02-28 142 148 -6 -6 191.64 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-02-28 192 194 -2 -2 99.55 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-02-28 100 100 168.08 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-02-28 168 168 56.16 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-02-28 56 57 -1 -1 35.09 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-02-28 35 35 42.97 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-02-28 43 45 -2 -2 9.24 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-02-28 9 10 -1 -1 22.98 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-02-28 23 24 -1 -1 163.54 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-02-28 164 171 -7 -7 33.94 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-02-28 34 37 -3 -3 10000. CVS HEALTH CORP SER 144A CALL 01/20/2026 UNSC 2023-02-13 2023-03-01 9912 9968 -56 -56 5000. DUKE ENERGY CORP UNSC 2022-12-05 2023-03-01 4959 4998 -39 -39 15000. RYDER SYSTEM INC SER MTN CALL 02/01/2023 2019-06-13 2023-03-01 15000 15000 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-03-01 4674 4988 -314 -314 5000. ABBVIE INC CALL 11/14/2034 @ 100.000 UNSC 2019-11-12 2023-03-02 4584 5281 -697 -697 10000. INTERCONTINENTAL EXCHANGE CALL 03/01/2030 UNSC 2023-02-16 2023-03-02 8071 8224 -153 -153 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-01 2023-03-03 4702 4698 4 4 5000. DISCOVERY COMMUNICATIONS CALL 03/15/2025 COGT 2022-11-18 2023-03-06 4798 4764 34 34 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-30 2023-03-06 9440 9453 -13 -13 15000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 03/08/2023 @ 100 2022-09-27 2023-03-08 15000 14685 315 315 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-03-08 13984 14912 -928 -928 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-01 2023-03-08 14033 14093 -60 -60 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-06-29 2023-03-09 8584 9352 -768 -768 5000. UNITEDHEALTH GROUP INC CALL 11/15/2051 UNSC 2022-05-17 2023-03-09 4595 4955 -360 -360 5000. EVERSOURCE ENERGY CALL 02/01/2028 UNSC 2023-03-01 2023-03-14 5088 4990 98 98 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-19 2023-03-14 9219 9311 -92 -92 5000. AVALONBAY COMMUNITIES IN SER MTN CALL 12/15/22 @100 2020-04-27 2023-03-15 5000 5000 15000. CAMPBELL SOUP CO CALL 02/15/2023 UNSC 2022-03-23 2023-03-15 15000 15000 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-15 2023-03-16 4755 4938 -183 -183 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-02 2023-03-16 9510 9913 -403 -403 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-29 2023-03-16 4714 4934 -220 -220 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-16 4716 4768 -52 -52 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-04-13 2023-03-16 9432 9711 -279 -279 10000. CUBESMART LP CALL 10/15/2028 COGT 2022-09-21 2023-03-21 8490 8324 166 166 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-21 4718 4768 -50 -50 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-02-03 2023-03-21 9434 9465 -31 -31 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-22 9452 9534 -82 -82 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-22 14129 14295 -166 -166 15000. DISCOVERY COMMUNICATIONS CALL 02/15/2029 COGT 2023-01-06 2023-03-23 14037 13331 706 706 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-03-23 2023-03-23 14122 14054 68 68 70000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-12-29 2023-03-28 55103 64442 -9339 -9339 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-09 2023-03-28 9484 9417 67 67 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-03-28 2023-03-28 9577 9581 -4 -4 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-10-28 2023-03-28 9461 9109 352 352 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-03-29 9464 9355 109 109 30.66 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-03-31 31 33 -2 -2 96.96 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-03-31 97 100 -3 -3 61.22 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-03-31 61 63 -2 -2 92.49 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-03-31 92 97 -5 -5 259.43 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-03-31 259 270 -11 -11 106.96 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-03-31 107 104 3 3 151.03 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-03-31 151 152 -1 -1 144.4 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-03-31 144 141 3 3 99.02 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-03-31 99 98 1 1 112.86 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-03-31 113 114 -1 -1 264.98 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-03-31 265 270 -5 -5 85.85 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-03-31 86 84 2 2 20.83 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-03-31 21 21 83.35 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-03-31 83 87 -4 -4 49.68 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-03-31 50 51 -1 -1 159.34 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-03-31 159 163 -4 -4 63.3 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-03-31 63 65 -2 -2 19.31 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-03-31 19 21 -2 -2 224.25 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-03-31 224 231 -7 -7 61.04 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-03-31 61 63 -2 -2 44.23 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-03-31 44 46 -2 -2 23.11 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-03-31 23 24 -1 -1 26.46 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-03-31 26 27 -1 -1 49.78 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-03-31 50 51 -1 -1 8.32 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-03-31 8 9 -1 -1 113.82 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-03-31 114 114 61.82 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-03-31 62 62 172.5 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-03-31 173 173 74.57 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-03-31 75 74 1 1 116.12 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-03-31 116 123 -7 -7 81.61 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-03-31 82 78 4 4 235.83 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-03-31 236 240 -4 -4 96.93 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-03-31 97 100 -3 -3 223.03 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-03-31 223 217 6 6 18.96 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-03-31 19 19 30.09 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-03-31 30 31 -1 -1 78.79 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-03-31 79 86 -7 -7 38.34 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-03-31 38 39 -1 -1 96.95 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-03-31 97 102 -5 -5 30.89 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-03-31 31 32 -1 -1 103.33 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-03-31 103 93 10 10 187.23 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-03-31 187 166 21 21 147.22 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-03-31 147 140 7 7 110.39 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-03-31 110 110 69.33 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-03-31 69 71 -2 -2 194.69 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-03-31 195 205 -10 -10 90.17 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-03-31 90 95 -5 -5 261.32 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-03-31 261 267 -6 -6 67.81 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-03-31 68 68 190.63 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-03-31 191 199 -8 -8 209.83 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-03-31 210 207 3 3 320.9 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-03-31 321 273 48 48 14.33 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-03-31 14 14 13.47 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-03-31 13 14 -1 -1 43.08 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-03-31 43 44 -1 -1 72.57 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-03-31 73 72 1 1 119.07 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-03-31 119 121 -2 -2 13.62 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-03-31 14 13 1 1 115.16 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-03-31 115 120 -5 -5 89.74 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-03-31 90 90 18.52 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-03-31 19 19 14.15 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-03-31 14 15 -1 -1 10.81 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-03-31 11 11 44.66 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-03-31 45 47 -2 -2 229.05 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-03-31 229 230 -1 -1 67.83 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-03-31 68 68 168.83 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-03-31 169 176 -7 -7 92.49 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-03-31 92 94 -2 -2 108.61 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-03-31 109 109 194.7 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-03-31 195 194 1 1 62.32 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-03-31 62 64 -2 -2 49.04 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-03-31 49 50 -1 -1 21.33 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-03-31 21 22 -1 -1 9.97 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-03-31 10 11 -1 -1 30.15 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-03-31 30 32 -2 -2 199.88 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-03-31 200 209 -9 -9 91.03 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-03-31 91 99 -8 -8 15000. CVS HEALTH CORP SER 144A CALL 01/20/2026 UNSC 2023-03-16 2023-04-03 15218 15000 218 218 5000. MICRON TECHNOLOGY INC CALL 09/01/2029 UNSC 2023-02-06 2023-04-03 5301 5220 81 81 15000. ENBRIDGE INC SEDOL BL0MHV2 ISIN US29250NAY13 2023-01-27 2023-04-04 14438 14291 147 147 5000. T-MOBILE USA INC CALL 02/15/2028 COGT 2023-02-06 2023-04-04 5093 4990 103 103 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-03 2023-04-04 14476 14429 47 47 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-04-04 4790 4671 119 119 10000. REALTY INCOME CORP CALL 01/15/2030 UNSC 2023-01-09 2023-04-05 9988 9881 107 107 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-04-05 4876 4947 -71 -71 10000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT 2023-02-09 2023-04-06 10185 9987 198 198 10000. PIONEER NATURAL RESOURCE CALL 12/15/2025 UNSC 2023-03-22 2023-04-06 9147 8977 170 170 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-04-06 4892 4946 -54 -54 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-04-10 4805 4791 14 14 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2023-03-31 2023-04-12 9000 8876 124 124 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-05 2023-04-12 4704 4737 -33 -33 10000. WALMART INC CALL 03/22/2051 UNSC 2021-09-08 2023-04-12 7222 9963 -2741 -2741 15000. DOMINION ENERGY INC CALL 08/15/2032 UNSC 2022-11-18 2023-04-17 15330 14825 505 505 5000. AMERICAN EXPRESS CO CALL 01/13/2026 UNSC 2023-02-13 2023-04-18 5020 4996 24 24 5000. DTE ELECTRIC CO CALL 10/01/2052 MORT 2023-02-27 2023-04-18 5253 4991 262 262 10000. HUMANA INC CALL 01/22/2022 UNSC 2021-07-29 2023-04-18 9874 9993 -119 -119 15000. LOWES COS INC CALL 03/01/2026 UNSC 2023-03-28 2023-04-18 15053 14997 56 56 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-04-18 14364 14363 1 1 15000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-05-27 2023-04-18 12565 13116 -551 -551 5000. USA TREASURY NOTES 00.375% DUE 10/31/2023 2023-04-18 2023-04-18 4883 4882 1 1 10000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT 2023-02-06 2023-04-19 10033 9979 54 54 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-10 2023-04-19 9602 9836 -234 -234 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-04 2023-04-20 4785 4803 -18 -18 15000. DTE ENERGY CO UNSC 2022-08-11 2023-04-26 14859 15027 -168 -168 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-26 2023-04-26 9601 9605 -4 -4 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-04 2023-04-27 9581 9606 -25 -25 19.61 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-04-30 20 21 -1 -1 79.41 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-04-30 79 82 -3 -3 181.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-04-30 181 188 -7 -7 97.38 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-04-30 97 102 -5 -5 253.52 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-04-30 254 264 -10 -10 142.58 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-04-30 143 139 4 4 119.56 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-04-30 120 120 129. FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-04-30 129 126 3 3 109.96 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-04-30 110 109 1 1 173.7 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-04-30 174 175 -1 -1 240.35 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-04-30 240 245 -5 -5 134.31 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-04-30 134 131 3 3 22.95 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-04-30 23 23 54.33 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-04-30 54 57 -3 -3 26.91 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-04-30 27 28 -1 -1 262.51 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-04-30 263 269 -6 -6 21.68 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-04-30 22 22 18.4 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-04-30 18 20 -2 -2 61.54 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-04-30 62 63 -1 -1 51.98 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-04-30 52 53 -1 -1 16.24 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-04-30 16 17 -1 -1 38.41 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-04-30 38 40 -2 -2 68.53 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-04-30 69 71 -2 -2 73.85 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-04-30 74 75 -1 -1 118.35 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-04-30 118 125 -7 -7 96.13 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-04-30 96 96 28.28 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-04-30 28 28 37.56 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-04-30 38 38 66.2 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-04-30 66 65 1 1 37.02 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-04-30 37 39 -2 -2 137.55 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-04-30 138 131 7 7 129.65 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-04-30 130 132 -2 -2 43.24 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-04-30 43 45 -2 -2 309.04 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-04-30 309 301 8 8 32.43 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-04-30 32 32 37.16 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-04-30 37 38 -1 -1 4.47 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-04-30 4 5 -1 -1 140.78 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-04-30 141 143 -2 -2 194. FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-04-30 194 204 -10 -10 28.04 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-04-30 28 29 -1 -1 63.15 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-04-30 63 57 6 6 151.16 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-04-30 151 134 17 17 209.46 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-04-30 209 199 10 10 79.83 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-04-30 80 79 1 1 67. FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-04-30 67 68 -1 -1 220.1 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-04-30 220 232 -12 -12 23.11 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-04-30 23 24 -1 -1 263.18 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-04-30 263 269 -6 -6 44.45 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-04-30 44 45 -1 -1 90.43 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-04-30 90 94 -4 -4 197.78 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-04-30 198 196 2 2 137.68 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-04-30 138 117 21 21 14.4 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-04-30 14 14 9.52 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-04-30 10 10 54.47 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-04-30 54 56 -2 -2 138.73 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-04-30 139 137 2 2 210.5 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-04-30 211 213 -2 -2 27.64 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-04-30 28 27 1 1 27.25 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-04-30 27 28 -1 -1 99.12 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-04-30 99 100 -1 -1 19.2 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-04-30 19 20 -1 -1 12.19 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-04-30 12 13 -1 -1 28.61 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-04-30 29 30 -1 -1 16.15 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-04-30 16 17 -1 -1 211.99 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-04-30 212 213 -1 -1 66.56 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-04-30 67 67 171.82 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-04-30 172 179 -7 -7 111.19 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-04-30 111 113 -2 -2 124.28 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-04-30 124 124 209.07 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-04-30 209 209 56.44 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-04-30 56 58 -2 -2 40.5 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-04-30 41 41 45.48 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-04-30 45 48 -3 -3 19.96 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-04-30 20 21 -1 -1 30.15 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-04-30 30 32 -2 -2 224.3 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-04-30 224 234 -10 -10 60.63 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-04-30 61 66 -5 -5 5000. COMCAST CORP CALL 09/01/2037 UNSC 2018-10-02 2023-05-01 4416 4620 -204 -204 5000. DTE ELECTRIC CO CALL 10/01/2052 MORT 2023-02-27 2023-05-01 5168 4991 177 177 5000. USA TREASURY NOTES 01.875% DUE 11/15/2051 2023-03-28 2023-05-01 3316 3336 -20 -20 15000. USA TREASURY NOTES 01.875% DUE 11/15/2051 2023-03-28 2023-05-01 9948 10007 -59 -59 5000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2035 @ 100.000 COGT 2017-08-10 2023-05-02 5002 5398 -396 -396 10000. NORFOLK SOUTHERN CORP CALL 12/01/2032 UNSC 2023-02-17 2023-05-02 9810 9403 407 407 5000. UNION PACIFIC CORP CALL 11/15/2052 UNSC 2023-02-13 2023-05-02 4991 4993 -2 -2 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-04-27 2023-05-05 4258 4354 -96 -96 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-04-27 2023-05-05 4258 4354 -96 -96 5000. VERIZON COMMUNICATIONS UNSC 2022-07-15 2023-05-05 5044 5305 -261 -261 10000. MPLX LP CALL 11/15/2028 UNSC 2021-02-12 2023-05-08 9881 11356 -1475 -1475 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2023-05-08 9702 9794 -92 -92 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-18 2023-05-08 9623 9571 52 52 10000. AMGEN INC CALL 01/02/2030 UNSC 2023-02-15 2023-05-10 10277 9977 300 300 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-05 2023-05-10 4709 4737 -28 -28 5000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2023-02-06 2023-05-10 4138 4037 101 101 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-05-11 4803 4671 132 132 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-26 2023-05-11 4807 4803 4 4 5000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2035 @ 100.000 COGT 2016-11-14 2023-05-15 4935 5227 -292 -292 5000. FISERV INC CALL 03/01/2025 @ 100.000 UNSC 2021-02-23 2023-05-15 4910 5252 -342 -342 5000. PACIFICORP CALL 06/01/2053 MORT 2022-11-30 2023-05-15 4969 4978 -9 -9 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-05-15 2023-05-15 4815 4814 1 1 5000. USA TREASURY NOTES 00.375% DUE 10/31/2023 2023-04-18 2023-05-15 4896 4882 14 14 10000. HP ENTERPRISE CO UNSC 2023-03-07 2023-05-16 10091 9993 98 98 10000. STARBUCKS CORP UNSC 2023-02-07 2023-05-16 10059 9988 71 71 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2023-02-13 2023-05-16 8714 8777 -63 -63 5000. USA TREASURY NOTES 02.000% DUE 02/15/2050 2022-02-25 2023-05-16 3415 4661 -1246 -1246 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2023-05-16 24229 24359 -130 -130 10000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-04-27 2023-05-16 8484 8708 -224 -224 5000. WALMART INC CALL 02/15/2030 UNSC 2023-04-12 2023-05-16 4936 4990 -54 -54 5000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2035 @ 100.000 COGT 2018-12-28 2023-05-18 4881 4609 272 272 5000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2015-12-09 2023-05-18 4810 4993 -183 -183 5000. METLIFE INC JR SUB 2022-11-18 2023-05-22 4957 4737 220 220 10000. AMERICAN EXPRESS CO CALL 05/01/2025 UNSC 2023-04-26 2023-05-30 9970 10000 -30 -30 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2022-05-23 2023-05-30 10863 11852 -989 -989 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-05-16 2023-05-30 9543 9593 -50 -50 5000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2023-05-16 2023-05-30 4051 4117 -66 -66 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-06-06 2023-05-30 4163 4279 -116 -116 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-12-16 2023-05-30 4163 4197 -34 -34 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-04-27 2023-05-30 4163 4354 -191 -191 27.18 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-05-31 27 29 -2 -2 95.64 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-05-31 96 98 -2 -2 32.35 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-05-31 32 34 -2 -2 85.29 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-05-31 85 89 -4 -4 253.33 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-05-31 253 263 -10 -10 378.02 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-05-31 378 368 10 10 180.09 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-05-31 180 181 -1 -1 132.26 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-05-31 132 129 3 3 116.99 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-05-31 117 116 1 1 141.28 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-05-31 141 142 -1 -1 105.94 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-05-31 106 108 -2 -2 155.76 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-05-31 156 152 4 4 91.67 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-05-31 92 93 -1 -1 136.07 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-05-31 136 142 -6 -6 104.51 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-05-31 105 108 -3 -3 112.48 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-05-31 112 115 -3 -3 32.7 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-05-31 33 34 -1 -1 19.08 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-05-31 19 20 -1 -1 59.5 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-05-31 60 61 -1 -1 70.95 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-05-31 71 73 -2 -2 95.5 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-05-31 96 99 -3 -3 32.71 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-05-31 33 34 -1 -1 25.94 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-05-31 26 27 -1 -1 107.08 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-05-31 107 109 -2 -2 8.52 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-05-31 9 9 144.28 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-05-31 144 145 -1 -1 58.72 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-05-31 59 59 37.57 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-05-31 38 38 59.15 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-05-31 59 58 1 1 122.76 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-05-31 123 130 -7 -7 349.58 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-05-31 350 333 17 17 246.9 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-05-31 247 252 -5 -5 146.95 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-05-31 147 152 -5 -5 437.48 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-05-31 437 426 11 11 47.78 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-05-31 48 47 1 1 282.1 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-05-31 282 287 -5 -5 74.74 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-05-31 75 81 -6 -6 157.94 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-05-31 158 161 -3 -3 97.36 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-05-31 97 102 -5 -5 94.61 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-05-31 95 98 -3 -3 150.12 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-05-31 150 136 14 14 91.54 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-05-31 92 81 11 11 208.31 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-05-31 208 198 10 10 122.17 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-05-31 122 121 1 1 75.36 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-05-31 75 77 -2 -2 185.15 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-05-31 185 195 -10 -10 101.82 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-05-31 102 107 -5 -5 318. FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-05-31 318 324 -6 -6 130.72 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-05-31 131 131 184.83 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-05-31 185 193 -8 -8 307.16 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-05-31 307 304 3 3 136.47 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-05-31 136 116 20 20 14.48 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-05-31 14 14 9.28 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-05-31 9 10 -1 -1 61.55 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-05-31 62 64 -2 -2 112.17 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-05-31 112 111 1 1 30.07 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-05-31 30 30 36.87 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-05-31 37 36 1 1 56.26 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-05-31 56 59 -3 -3 120.82 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-05-31 121 122 -1 -1 17.91 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-05-31 18 19 -1 -1 12.86 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-05-31 13 13 24.44 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-05-31 24 25 -1 -1 62.27 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-05-31 62 65 -3 -3 207.71 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-05-31 208 208 66.04 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-05-31 66 66 168.39 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-05-31 168 175 -7 -7 131.23 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-05-31 131 133 -2 -2 119.55 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-05-31 120 120 209.79 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-05-31 210 209 1 1 376.76 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-05-31 377 385 -8 -8 43.82 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-05-31 44 44 23.81 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-05-31 24 25 -1 -1 37.68 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-05-31 38 40 -2 -2 30. GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-05-31 30 32 -2 -2 252.47 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-05-31 252 264 -12 -12 100.56 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-05-31 101 109 -8 -8 15000. BANK OF MONTREAL SEDOL 2KQJ430 ISIN US06368LGV27 2023-01-05 2023-06-05 15038 14999 39 39 15000. BANK OF NOVA SCOTIA SEDOL ISIN US06417XAN12 2023-01-25 2023-06-05 14846 14994 -148 -148 5000. COMCAST CORP CALL 11/15/2063 COGT 2023-05-01 2023-06-07 4906 4977 -71 -71 5000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC 2022-07-08 2023-06-08 4559 4779 -220 -220 10000. INTEL CORP CALL 08/10/2042 UNSC 2023-02-07 2023-06-12 10034 9994 40 40 10000. NVIDIA CORP CALL 10/01/2049 UNSC 2020-03-26 2023-06-12 8017 9974 -1957 -1957 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2022-08-19 2023-06-12 10848 11406 -558 -558 30000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-13 2023-06-12 28595 29016 -421 -421 15000. CAMDEN PROPERTY TRUST SR UNSEC 2021-12-16 2023-06-15 15000 15000 5000. FISERV INC CALL 07/01/2028 UNSC 2018-09-20 2023-06-15 4819 4990 -171 -171 5000. FISERV INC CALL 07/01/2028 UNSC 2018-09-20 2023-06-15 4812 4990 -178 -178 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-02-16 2023-06-20 9378 9307 71 71 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-05-16 2023-06-21 4745 4805 -60 -60 10000. TAKE-TWO INTERACTIVE SOF UNSC 2023-01-18 2023-06-22 9668 9721 -53 -53 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-05-16 2023-06-28 14215 14288 -73 -73 68.22 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-06-30 68 73 -5 -5 108.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-06-30 108 111 -3 -3 23.12 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-06-30 23 24 -1 -1 93.23 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-06-30 93 97 -4 -4 225.56 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-06-30 226 235 -9 -9 385.16 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-06-30 385 375 10 10 156.64 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-06-30 157 157 123.75 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-06-30 124 121 3 3 95.4 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-06-30 95 95 68.01 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-06-30 68 68 177.15 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-06-30 177 180 -3 -3 125.67 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-06-30 126 123 3 3 29.5 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-06-30 30 30 93.56 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-06-30 94 97 -3 -3 91.45 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-06-30 91 95 -4 -4 167.09 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-06-30 167 171 -4 -4 25.69 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-06-30 26 26 85.91 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-06-30 86 91 -5 -5 129.29 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-06-30 129 133 -4 -4 65.15 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-06-30 65 67 -2 -2 104.05 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-06-30 104 108 -4 -4 26.7 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-06-30 27 27 26.72 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-06-30 27 28 -1 -1 77.37 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-06-30 77 79 -2 -2 7.89 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-06-30 8 8 141.9 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-06-30 142 142 33.38 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-06-30 33 33 36.06 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-06-30 36 36 66.18 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-06-30 66 65 1 1 104.76 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-06-30 105 111 -6 -6 163.94 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-06-30 164 156 8 8 226.07 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-06-30 226 230 -4 -4 145.33 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-06-30 145 150 -5 -5 132.11 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-06-30 132 129 3 3 36.71 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-06-30 37 36 1 1 118.94 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-06-30 119 121 -2 -2 4.42 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-06-30 4 5 -1 -1 109.57 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-06-30 110 112 -2 -2 170.82 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-06-30 171 179 -8 -8 51.65 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-06-30 52 53 -1 -1 28. FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-06-30 28 25 3 3 95.89 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-06-30 96 85 11 11 362.9 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-06-30 363 345 18 18 107.79 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-06-30 108 107 1 1 70.82 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-06-30 71 72 -1 -1 207.83 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-06-30 208 219 -11 -11 87.48 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-06-30 87 92 -5 -5 248.73 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-06-30 249 254 -5 -5 74.38 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-06-30 74 75 -1 -1 233.39 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-06-30 233 244 -11 -11 288.85 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-06-30 289 286 3 3 94.59 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-06-30 95 80 15 15 14.55 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-06-30 15 14 1 1 12.94 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-06-30 13 13 52.74 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-06-30 53 54 -1 -1 97.81 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-06-30 98 97 1 1 30.95 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-06-30 31 31 35.34 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-06-30 35 35 27.61 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-06-30 28 29 -1 -1 101.97 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-06-30 102 103 -1 -1 168.82 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-06-30 169 176 -7 -7 12.05 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-06-30 12 13 -1 -1 10.68 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-06-30 11 11 104.7 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-06-30 105 110 -5 -5 206.74 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-06-30 207 207 68.21 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-06-30 68 69 -1 -1 197.33 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-06-30 197 205 -8 -8 176.05 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-06-30 176 178 -2 -2 144.75 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-06-30 145 145 226.82 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-06-30 227 226 1 1 62.85 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-06-30 63 64 -1 -1 43.64 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-06-30 44 44 38.17 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-06-30 38 40 -2 -2 44.55 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-06-30 45 48 -3 -3 26.97 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-06-30 27 29 -2 -2 231.41 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-06-30 231 242 -11 -11 110.57 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-06-30 111 120 -9 -9 10000. CNH INDUSTRIAL CAP LLC COGT 2020-06-23 2023-07-03 10000 9969 31 31 10000. TORONTO-DOMINION BANK SEDOL 2KQBLX5 ISIN US89115A2K70 2023-01-03 2023-07-10 9921 10000 -79 -79 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-02-16 2023-07-11 9301 9306 -5 -5 10000. ROYAL BANK OF CANADA SER GMTN SEDOL 2KQT645 ISIN US78016FZT47 2023-01-09 2023-07-13 9904 9997 -93 -93 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-02-27 2023-07-13 3832 4382 -550 -550 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-07-10 2023-07-13 9513 9452 61 61 10000. USA TREASURY NOTES 01.625% DUE 02/15/2026 2023-07-13 2023-07-17 9315 9329 -14 -14 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-07-03 2023-07-19 9551 9516 35 35 15000. WEC ENERGY GROUP INC CALL 12/09/2025 UNSC 2023-04-04 2023-07-19 14817 15038 -221 -221 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-07-20 4728 4739 -11 -11 144.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-07-31 145 154 -9 -9 118.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-07-31 118 121 -3 -3 166.24 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-07-31 166 172 -6 -6 94.91 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-07-31 95 99 -4 -4 258.88 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-07-31 259 269 -10 -10 84.69 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-07-31 85 82 3 3 144.28 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-07-31 144 145 -1 -1 135.58 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-07-31 136 132 4 4 78.12 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-07-31 78 78 101.02 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-07-31 101 102 -1 -1 175.84 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-07-31 176 179 -3 -3 160.79 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-07-31 161 157 4 4 117.71 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-07-31 118 119 -1 -1 75.57 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-07-31 76 79 -3 -3 62.32 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-07-31 62 64 -2 -2 246.22 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-07-31 246 252 -6 -6 10.67 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-07-31 11 11 18.91 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-07-31 19 20 -1 -1 60.36 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-07-31 60 62 -2 -2 88.79 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-07-31 89 91 -2 -2 223.48 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-07-31 223 232 -9 -9 22.51 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-07-31 23 23 25.38 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-07-31 25 26 -1 -1 47.03 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-07-31 47 48 -1 -1 47.67 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-07-31 48 50 -2 -2 119.26 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-07-31 119 120 -1 -1 30.91 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-07-31 31 31 35.85 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-07-31 36 36 34.55 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-07-31 35 34 1 1 34.18 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-07-31 34 36 -2 -2 81.14 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-07-31 81 77 4 4 126.01 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-07-31 126 128 -2 -2 45.47 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-07-31 45 47 -2 -2 75.22 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-07-31 75 73 2 2 5.73 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-07-31 6 6 30.33 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-07-31 30 31 -1 -1 4.62 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-07-31 5 5 123.32 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-07-31 123 126 -3 -3 29.55 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-07-31 30 31 -1 -1 50.65 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-07-31 51 52 -1 -1 154.1 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-07-31 154 139 15 15 86.09 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-07-31 86 76 10 10 182.36 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-07-31 182 173 9 9 97.58 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-07-31 98 97 1 1 66.37 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-07-31 66 68 -2 -2 197.82 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-07-31 198 208 -10 -10 142.82 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-07-31 143 150 -7 -7 239.92 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-07-31 240 245 -5 -5 92.43 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-07-31 92 93 -1 -1 183.45 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-07-31 183 192 -9 -9 346.18 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-07-31 346 342 4 4 145.23 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-07-31 145 124 21 21 14.62 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-07-31 15 14 1 1 114.74 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-07-31 115 119 -4 -4 48.67 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-07-31 49 50 -1 -1 180.11 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-07-31 180 178 2 2 29.5 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-07-31 30 30 10.92 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-07-31 11 11 51.21 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-07-31 51 53 -2 -2 143.2 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-07-31 143 144 -1 -1 15.11 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-07-31 15 16 -1 -1 123.42 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-07-31 123 129 -6 -6 10.39 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-07-31 10 11 -1 -1 92.47 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-07-31 92 97 -5 -5 204.79 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-07-31 205 206 -1 -1 73.27 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-07-31 73 74 -1 -1 168.53 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-07-31 169 175 -6 -6 256.99 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-07-31 257 260 -3 -3 114.32 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-07-31 114 114 137.4 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-07-31 137 137 64.69 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-07-31 65 66 -1 -1 50.56 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-07-31 51 51 44.6 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-07-31 45 47 -2 -2 32.52 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-07-31 33 35 -2 -2 29.26 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-07-31 29 31 -2 -2 216.17 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-07-31 216 226 -10 -10 141.84 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-07-31 142 154 -12 -12 10000. FLORIDA POWER & LIGHT CO CALL 02/15/2033 MORT 2023-05-15 2023-08-03 9723 9997 -274 -274 5000. METLIFE INC NOTES 2023-05-22 2023-08-03 5081 5128 -47 -47 10000. SEMPRA ENERGY CALL 02/01/2029 UNSC 2023-03-14 2023-08-03 9123 9103 20 20 5000. SEMPRA ENERGY CALL 02/01/2029 UNSC 2022-03-21 2023-08-03 4561 4981 -420 -420 10000. AVALONBAY COMMUNITIES SER GMTN CALL 02/11/2026 2022-11-28 2023-08-04 9439 9312 127 127 5000. CVS HEALTH CORP CALL 11/30/2030 UNSC 2023-05-30 2023-08-04 4952 4982 -30 -30 5000. US BANCORP CALL 10/21/2025 UNSC 2023-03-21 2023-08-04 5019 5024 -5 -5 10000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2023-04-17 2023-08-04 8133 8377 -244 -244 10000. DTE ENERGY CO CALL 05/01/2028 UNSC 2023-05-08 2023-08-07 9845 9995 -150 -150 15000. NEXTERA ENERGY CAPITAL UNSC 2023-02-22 2023-08-07 15103 15077 26 26 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-08-07 4730 4739 -9 -9 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-05-10 2023-08-07 4542 4710 -168 -168 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-08-04 2023-08-07 4740 4736 4 4 1. TEVA PHARMACEUTICAL INDUSTRIES LIMITED XXX-XX-XXXX CLASS ACTION 2001-01-01 2023-08-09 20 20 20 10000. CHARLES SCHWAB CORP CALL 04/13/2026 UNSC 2023-04-18 2023-08-22 8842 8791 51 51 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-08-07 2023-08-22 9560 9563 -3 -3 10000. MARRIOTT INTERNATIONAL CALL 03/15/2029 UNSC 2023-03-23 2023-08-25 9662 9873 -211 -211 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-10-28 2023-08-28 9003 9072 -69 -69 10000. VERIZON COMMUNICATIONS UNSC 2018-03-08 2023-08-28 9656 10488 -832 -832 15.16 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-08-31 15 16 -1 -1 111.76 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-08-31 112 115 -3 -3 38. FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-08-31 38 39 -1 -1 86.54 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-08-31 87 90 -3 -3 258.91 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-08-31 259 269 -10 -10 102.88 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-08-31 103 100 3 3 136.6 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-08-31 137 137 164.24 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-08-31 164 160 4 4 97.47 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-08-31 97 97 69.29 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-08-31 69 70 -1 -1 186.26 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-08-31 186 190 -4 -4 153.1 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-08-31 153 150 3 3 31.04 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-08-31 31 31 82.6 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-08-31 83 86 -3 -3 51.29 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-08-31 51 53 -2 -2 51.39 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-08-31 51 53 -2 -2 18.49 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-08-31 18 19 -1 -1 71.45 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-08-31 71 76 -5 -5 209.81 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-08-31 210 216 -6 -6 82.87 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-08-31 83 85 -2 -2 25.65 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-08-31 26 27 -1 -1 31.51 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-08-31 32 32 25.58 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-08-31 26 27 -1 -1 70.39 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-08-31 70 72 -2 -2 7.79 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-08-31 8 8 114.96 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-08-31 115 115 55.83 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-08-31 56 56 36.57 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-08-31 37 37 49.83 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-08-31 50 49 1 1 77.72 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-08-31 78 82 -4 -4 90.09 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-08-31 90 86 4 4 125.37 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-08-31 125 128 -3 -3 92.41 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-08-31 92 96 -4 -4 178.08 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-08-31 178 174 4 4 34.51 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-08-31 35 34 1 1 206.82 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-08-31 207 210 -3 -3 4.6 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-08-31 5 5 62.86 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-08-31 63 64 -1 -1 120.66 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-08-31 121 127 -6 -6 74.14 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-08-31 74 77 -3 -3 100.34 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-08-31 100 91 9 9 95.09 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-08-31 95 84 11 11 104.47 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-08-31 104 99 5 5 15.65 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-08-31 16 16 72.34 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-08-31 72 74 -2 -2 211.43 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-08-31 211 222 -11 -11 82.86 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-08-31 83 87 -4 -4 233.78 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-08-31 234 238 -4 -4 142.62 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-08-31 143 143 226.83 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-08-31 227 237 -10 -10 153.14 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-08-31 153 151 2 2 125.2 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-08-31 125 106 19 19 14.69 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-08-31 15 14 1 1 90.7 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-08-31 91 94 -3 -3 20.86 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-08-31 21 22 -1 -1 80.08 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-08-31 80 79 1 1 29.95 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-08-31 30 30 11.45 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-08-31 11 11 61.45 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-08-31 61 64 -3 -3 47.08 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-08-31 47 47 114.38 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-08-31 114 119 -5 -5 11.74 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-08-31 12 12 10.69 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-08-31 11 11 16.45 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-08-31 16 17 -1 -1 213.15 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-08-31 213 214 -1 -1 64.21 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-08-31 64 65 -1 -1 185.89 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-08-31 186 193 -7 -7 215.55 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-08-31 216 218 -2 -2 131.45 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-08-31 131 132 -1 -1 238.52 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-08-31 239 238 1 1 57.19 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-08-31 57 58 -1 -1 45.75 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-08-31 46 46 21.18 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-08-31 21 22 -1 -1 30.03 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-08-31 30 32 -2 -2 31.7 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-08-31 32 34 -2 -2 192.84 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-08-31 193 201 -8 -8 113.87 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-08-31 114 124 -10 -10 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-08-07 2023-08-31 4788 4781 7 7 10000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-09-05 9423 9465 -42 -42 10000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 2023-05-16 2023-09-11 9740 9988 -248 -248 10000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB 2017-01-20 2023-09-14 9938 10104 -166 -166 10000. PHILLIPS 66 CALL 11/01/2027 UNSC 2023-03-27 2023-09-15 9838 9977 -139 -139 15000. BANK OF MONTREAL SEDOL BRK0K53 ISIN US06368LNT97 2023-06-05 2023-09-18 14841 15013 -172 -172 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-09-18 2023-09-19 4703 4701 2 2 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-08-04 2023-09-19 4703 4726 -23 -23 10000. PIONEER NATURAL RESOURCE UNSC 2023-04-06 2023-09-26 9866 10096 -230 -230 5000. PIONEER NATURAL RESOURCE UNSC 2023-03-27 2023-09-27 4940 4998 -58 -58 13.53 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-09-30 14 14 89.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-09-30 89 92 -3 -3 22.82 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-09-30 23 24 -1 -1 85. FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-09-30 85 89 -4 -4 185.01 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-09-30 185 192 -7 -7 175.28 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-09-30 175 171 4 4 135.87 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-09-30 136 137 -1 -1 138.57 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-09-30 139 135 4 4 99.07 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-09-30 99 98 1 1 64.98 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-09-30 65 65 103.48 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-09-30 103 105 -2 -2 110.43 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-09-30 110 108 2 2 23.38 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-09-30 23 24 -1 -1 28.52 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-09-30 29 30 -1 -1 60.59 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-09-30 61 63 -2 -2 181.77 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-09-30 182 186 -4 -4 10.48 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-09-30 10 11 -1 -1 46.6 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-09-30 47 49 -2 -2 59.61 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-09-30 60 61 -1 -1 62.19 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-09-30 62 64 -2 -2 25.74 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-09-30 26 27 -1 -1 26.64 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-09-30 27 27 170.45 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-09-30 170 177 -7 -7 74.44 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-09-30 74 76 -2 -2 8.3 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-09-30 8 9 -1 -1 98.85 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-09-30 99 99 39.13 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-09-30 39 39 36.42 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-09-30 36 37 -1 -1 39.67 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-09-30 40 39 1 1 34.54 FEDERAL 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